A note on Lancaster's procedure for the combination of independent events
A note on Lancaster's procedure for the combination of independent events
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DOI：
10.1002/bimj.4710380603
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发表时间：
1996-01-01
影响因子：
1.7
通讯作者：
Koziol, JA
中科院分区：
文献类型：
--
作者：
Koziol, JA
LANCASTER（1961）推广了FISHER（1932）的非参数过程，通过将第i个实验的P-i转换为具有d(i)个自由度的卡方随机变量来组合独立的p值，其中d(i)不一定等于2。我们探讨了兰开斯特程序和加权Liptak程序（KOZIOL和TUCKWELL， 1994）之间的关系，其中P-i被转换为标准正态尺度。我们研究了兰开斯特检验程序零分布的近似值，卡方与d个自由度。我们发现CORNISH-FISHER（1960）展开和LUGANNANI-RICE（1980）鞍点近似对于d的非积分值和低至20的d值都是相当准确的。
LANCASTER (1961) generalized FISHER's (1932) nonparametric procedure for combining independent p-values by transforming P-i from the i-th experiment to a chi-squared random variable with d(i) degrees of freedom, with d(i) not necessarily equal to 2. We explore the relationship between Lancaster's procedure and a weighted Liptak procedure (KOZIOL and TUCKWELL, 1994) under which P-i is transformed to the standard normal scale. We investigate approximations to the null distribution of Lancaster's test procedure, chi-squared with d degrees of freedom. We find that the CORNISH-FISHER (1960) expansions and the LUGANNANI-RICE (1980) saddlepoint approximations are quite accurate, for non-integral values of d, and for values of d as low as 20.